Probability

KC Tam

November 19, 2015

1 Random Walk
Let X be a random walk. recurrence is an event (∃k > 0) X(k) = X(0).

1.1 1 dimension
Let X be a 1 dimensional random walk. Show that the probability of recurrence is 1, and the
expectation of first k > 0 such that X(k) = X(0) is infinite.